+86.2%
SU vs FANG
+32.3%
+53.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -1.5% |
| 7D | -7.1% | -11.3% | +4.2% | 0.0% |
| 30D | +4.8% | -0.7% | +5.4% | +5.4% |
| 3M | +12.5% | -4.2% | +16.7% | +15.5% |
| 6M | +6.5% | -13.5% | +19.9% | +14.6% |
| YTD | +65.8% | +23.7% | +42.1% | +53.6% |
| 1Y | +86.2% | +34.3% | +51.8% | +68.9% |
| All | +86.2% | +32.3% | +53.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling